Multiple Imputation Efficiency

The relative efficiency (RE) of using the finite m imputation estimator, rather than using an infinite number for the fully efficient imputation, in units of variance, is approximately
a function of m and (Rubin, 1987, p. 114):

Table 64.2 shows relative efficiencies with different values of m and .

Table 64.2: Relative Efficiencies

m

10%

20%

30%

50%

70%

3

0.9677

0.9375

0.9091

0.8571

0.8108

5

0.9804

0.9615

0.9434

0.9091

0.8772

10

0.9901

0.9804

0.9709

0.9524

0.9346

20

0.9950

0.9901

0.9852

0.9756

0.9662

The table shows that for situations with little missing information, only a small number of imputations are necessary. In
practice, the number of imputations needed can be informally verified by replicating sets of m imputations and checking whether the estimates are stable between sets (Horton and Lipsitz, 2001, p. 246).